-22.5%
KWEB vs NTRS
+259.9%
-282.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -5.6% | +1.4% | -6.9% | -6.0% |
| 30D | -10.7% | -0.7% | -10.0% | -10.5% |
| 3M | -7.4% | +11.3% | -18.7% | -11.1% |
| 6M | -19.3% | +35.5% | -54.9% | -28.2% |
| YTD | -27.8% | +40.6% | -68.3% | -36.7% |
| 1Y | -35.9% | +49.2% | -85.1% | -45.2% |
| 3Y | -1.9% | +167.2% | -169.2% | -34.5% |
| 5Y | -43.2% | +94.9% | -138.1% | -57.9% |
| All | -22.5% | +259.9% | -282.5% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling